+286.2%
KGC vs STLA
-70.1%
+356.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | +10.5% | -4.5% | +15.0% | +11.5% |
| 30D | -4.1% | -3.9% | -0.2% | -3.5% |
| 3M | -13.1% | -20.2% | +7.1% | -9.6% |
| 6M | -27.5% | -42.2% | +14.6% | -20.2% |
| YTD | -20.7% | -59.3% | +38.6% | -8.9% |
| 1Y | -6.1% | -56.1% | +50.0% | +6.1% |
| 3Y | +318.6% | -73.7% | +392.3% | +423.3% |
| All | +286.2% | -70.1% | +356.3% | +327.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling